Sums and Gaussian vectors / / Vadim Yurinsky
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| Autore: |
Yurinsky Vadim <1945->
|
| Titolo: |
Sums and Gaussian vectors / / Vadim Yurinsky
|
| Pubblicazione: | Berlin : , : Springer, , [1995] |
| ©1995 | |
| Edizione: | 1st ed. 1995. |
| Descrizione fisica: | 1 online resource (XII, 312 p.) |
| Disciplina: | 519.2 |
| Soggetto topico: | Limit theorems (Probability theory) |
| Gaussian sums | |
| Classificazione: | 60B12 |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di contenuto: | Gaussian measures in euclidean space -- Seminorms of Gaussian vectors in infinite dimensions -- Inequalities for seminorms: Sums of independent random vectors -- Rough asymptotics of large deviations -- Gaussian and related approximations for distributions of sums -- Fine asymptotics of moderate deviations. |
| Sommario/riassunto: | Surveys the methods currently applied to study sums of infinite-dimensional independent random vectors in situations where their distributions resemble Gaussian laws. Covers probabilities of large deviations, Chebyshev-type inequalities for seminorms of sums, a method of constructing Edgeworth-type expansions, estimates of characteristic functions for random vectors obtained by smooth mappings of infinite-dimensional sums to Euclidean spaces. A self-contained exposition of the modern research apparatus around CLT, the book is accessible to new graduate students, and can be a useful reference for researchers and teachers of the subject. |
| Titolo autorizzato: | Sums and Gaussian vectors |
| ISBN: | 3-540-44791-1 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 996466666003316 |
| Lo trovi qui: | Univ. di Salerno |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture Notes in Mathematics, . 0075-8434 ; ; 1617